I hope I don't sound like a smart a**,but are you SURE you are aiming for the right hole?? There are 3 holes down there,and the pee hole is VERY small.
You would not be able to have sex if your vagina was only the size of a pin though...
I'm a petite woman myself and had a hard time with tampons in the beginning too,but I was a virgin when I started using them.The best way to go about it is to use a bit of lube on the tampon,spread your vaginal lips and gently slide it in your vagina.

Haha of course I am sure! I'm 20 years old and sexually active, I've got it figured out by now. (I've had it figured out since I was like 12, haha) I've held a mirror to that area many times to get a better understanding and I don't think I've ever even seen the urethra.
I've noticed that my vulva has stretched considerably, but my vagina itself looks the same as it did before I started having sex. I thought my vagina would just look more open with some tissue, but it's a bunch of tissue/skin and a teeny-tiny opening that will only stretch for my husband. It just doesn't like tampons I guess.
I've tried lubricant, every position/stance imaginable, breathing deep, and putting on music. Nothing works. It's very weird and it hurts like heck. It stings even more than when my husband enters me, and as I mentioned before...he ain't little!